One vertex per element, one color per generator, with an edge from x to x·s.
(1,2)(3,8)(4,6)(5,7)(9,10,13,15)(11,19,21,24)(12,18,14,17)(16,22,23,20)(25,26,28,31)(27,33,35,30)(29,38,37,32)(34,39,36,40)(1,3,5,4)(2,6,7,8)(10,15)(16,23)(17,18)(19,24)(25,27)(26,30)(28,35)(29,34)(31,33)(32,39)(36,37)(38,40)(1,4,5,3)(2,6,7,8)(9,11,13,21)(10,16,15,23)(12,20,14,22)(17,19,18,24)(27,34)(29,37)(30,39)(32,38)(33,40)(35,36)(2,7)(6,8)(9,12,13,14)(10,17,15,18)(11,20,21,22)(16,19,23,24)(26,31)(30,33)(32,38)(39,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.